-58.4%
CSGP vs COO
-24.0%
-34.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +13.9% | +5.3% | +8.6% | +11.9% |
| 30D | +16.0% | +12.5% | +3.5% | +11.7% |
| 3M | +6.1% | -15.1% | +21.2% | +11.7% |
| 6M | -8.2% | +3.7% | -11.9% | -9.3% |
| YTD | -52.3% | -22.5% | -29.8% | -48.5% |
| 1Y | -54.5% | -7.8% | -46.7% | -53.3% |
| All | -58.4% | -24.0% | -34.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling